+101.8%
CCL vs FE
+566.1%
-464.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.4% | -5.5% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | +11.3% | +6.4% | +4.9% | +8.6% |
| 3M | +0.3% | -0.5% | +0.7% | +0.5% |
| 6M | +16.1% | +4.7% | +11.4% | +13.9% |
| YTD | -1.6% | +8.4% | -9.9% | -5.1% |
| 1Y | +11.8% | +7.2% | +4.5% | +8.0% |
| 3Y | +139.6% | +44.9% | +94.7% | +102.0% |
| 5Y | +21.3% | +46.3% | -25.0% | +1.0% |
| 10Y | -29.8% | +110.3% | -140.0% | -49.4% |
| All | +101.8% | +566.1% | -464.3% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling